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st: Re: St:About DOLS


From   wangpan110 <wangpan110@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: St:About DOLS
Date   Sat, 25 Sep 2010 08:17:09 -0700 (PDT)

Dear Scott, can i ask you two questions, please:

1)   the last condition is "the DOLS residuals must be significantly
correlated with subsequent monthly changes in relative export prices", does
that mean cov(Uit, Yit) is not zero? can i achieve this in STATA?

2) what is the equation for ECM under panel data( let's say i have 4
independent variables)?

your help is very appreciated

pan


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